What do you think happens when you die?
Well, that is an entire bookcase worth of information. To summarize very briefly the mystical aspects rather than the obvious physical ones ...
* When the soul and body part company, the soul typically moves on.
** In a rare cases, the soul may instead become "stuck" at the point of death or another point of meaning. This is most likely in cases of sudden and/or violent death, or when the person has no plans for their afterlife.
* Most people have a religion. Almost all religions provide for the disposition of the soul. Typically a death escort of some sort is sent to guide the soul to its intended destination. This is very much like having a ticket for a bus ride. You show your ticket and somebody takes you wherever you are going, where everyone you ever loved is waiting to greet you and it is awesome. However, each religion describes the journey and destination in its own idiom; these can differ greatly. Read the instructions before you leave, it makes everything a million times easier.
** Some religions have other options that direct souls to a hereafter on Earth, e.g. as Ancestors watching over their descendants or as Guardians minding a particular locale. Reincarnation is a common variation of this in that the soul obtains a new body before returning. The menu does vary. But most destinations are elsewhere.
* If there are no prior plans, the soul is most often picked up either by whatever death escort or usher is available, or by those whose routine job it is to pick up lost souls. The soul is then taken to a central location from which it may then select a destination. It is a lot like suddenly getting dumped in a bus station with no idea how you got there or what to do next. This is unpleasant and disorienting instead of fun. Try really hard to avoid it.
** However, if it happens: stand still and look around. There are spirits whose job it is to help the lost at this point. One of them will come and guide you. This will be easier if you are "standing still" instead of trying to run around on legs you no longer have. Navigation is different in the Afterlife and if you have not learned it that will be like taking a tumble in zero-G. (In case you want to know: when disembodied you move by love, it's kind of like a cosmic bungee you can use to navigate, so the more you love the better you can move. Loveless people have a mobility issue.)
* For souls that feel they deserve to be in Hell or some similar unpleasantry, that can happen. The Afterlife is very accommodating. That is why there are so many different descriptions of it. But well, what would happen if you asked, "Where does a bus go?" You would have an atlas of all the destinations. That's the Afterlife for you.
And don't pick on the death escort. It's a hard enough job already. Imagine being a cabbie where all your riders screamed and threw things at you and then puked on the seat. Say hello. Say thank you. Wait politely for him to stop being stunned that you're not Jerk One Trillion and Six. Then enjoy the ride.